Systematic Credit Researcher Systematic Credit Researcher …

Capital Markets Executive Search
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive + Bonus
Capital Markets Executive Search
in London, United Kingdom
Permanent, Full time
Be the first to apply
Competitive + Bonus
Posted by:
Nathaniel Stack • Investment Management
Posted by:
Nathaniel Stack
Investment Management
A global quant hedge fund is looking for a Quantitative Researcher to join their London team. This role will be working alongside a Systematic Credit PM.

Role/Responsibilities

  • Perform quantitative research, focused on statistical and predictive models
  • Design, backtest, and implement algorithms for optimal portfolio construction
  • Perform extensive risk modeling
  • Proficient at Liquidity and transaction cost modeling
  • Deep evaluation of new datasets for alpha potential

 

Requirements

  • MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline
  • 2+ years of experience developing statistical/technical, fundamental, and data-driven alpha signals (credits/equities)
  • Strong understanding of portfolio construction and optimization
  • Solid programming skills, experience in Python or similar languages (MATLAB, R, etc.)
  • Strong analytical and quantitative skills
  • Proven track record of conducting independent research utilizing large data sets
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